Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313070.7752 | 161145.7126 | 151925.0627 | 314573.7786 | -17281.2368 | 331855.0154 |
Total P&L (%) | 313.0708 | 161.1457 | 151.9251 | 314.5738 | -17.2812 | 331.855 |
Avg Daily Profit (%) | 0.2817 | 0.145 | 0.1367 | 0.128 | -0.0171 | 0.1317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113683 | -92431 | -64142 | -925287 | -831363 | -561506 |
Profit Factor | 1.3323 | 1.3301 | 1.3348 | 1.0627 | 0.9935 | 1.1413 |
Total Trades | 383 | 192 | 191 | 383 | 192 | 191 |
Winning Trades | 168 | 74 | 94 | 168 | 74 | 94 |
Losing Trades | 215 | 118 | 97 | 215 | 118 | 97 |
Profitability (%) | 43.8642 | 38.5417 | 49.2147 | 43.8642 | 38.5417 | 49.2147 |
Ratio Avg Win / Avg Loss | 1.7051 | 2.1209 | 1.3774 | 1.3601 | 1.5843 | 1.1777 |
Largest Winning Trade | 162267 | 162267 | 26494 | 298369 | 298369 | 243487 |
Largest Losing Trade | -22638 | -17731 | -22638 | -165556 | -130915 | -165556 |
Avg Bars in Trades | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Winners | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Losers | 33 | 35 | 31 | 33 | 35 | 31 |
Bars Traded | 13181 | 6519 | 6662 | 13181 | 6519 | 6662 |
Profit Streak | 0 | 0 | 9.5913 | 0 | 0 | 9.5913 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335810 | -2096 | -9430 | -173974 | -582006 | -81453 |
{ "trading_pair": "LUNC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13336, "evaluation_days": 1111.33, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1663228800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759018289825, "expiration_time": 1762179091200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 36, "offset": 0, "poles": 3 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 313070.775230974, 161145.7125751715, 151925.0626558027, 314573.7785569992, -17281.236831842, 331855.0153888395 ], [ 313.070775, 161.145713, 151.925063, 314.573779, -17.281237, 331.855015 ], [ 0.281708, 0.145003, 0.136706, 0.128044, -0.01707, 0.131724 ], [ 10, 10, 10, 10, 10, 10 ], [ -113683, -92431, -64142, -925287, -831363, -561506 ], [ 1.332338, 1.330077, 1.334771, 1.062743, 0.993516, 1.141312 ], [ 383, 192, 191, 383, 192, 191 ], [ 168, 74, 94, 168, 74, 94 ], [ 215, 118, 97, 215, 118, 97 ], [ 43.86423, 38.541667, 49.21466, 43.86423, 38.541667, 49.21466 ], [ 1.705076, 2.120933, 1.37737, 1.360057, 1.584256, 1.177737 ], [ 162267, 162267, 26494, 298369, 298369, 243487 ], [ -22638, -17731, -22638, -165556, -130915, -165556 ], [ 34, 33, 34, 34, 33, 34 ], [ 35, 32, 38, 35, 32, 38 ], [ 33, 35, 31, 33, 35, 31 ], [ 13181, 6519, 6662, 13181, 6519, 6662 ], [ 0, 0, 9.591317, 0, 0, 9.591317 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335810, -2096, -9430, -173974, -582006, -81453 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13336, "evaluation_days": 1111.33, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1663228800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759018289825, "expiration_time": 1762179091200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 36, "offset": 0, "poles": 3 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|